+499.9%
ABBV vs VIG
+247.5%
+252.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +2.0% |
| 7D | -2.0% | -2.2% | +0.2% | -0.3% |
| 30D | +2.0% | -3.2% | +5.2% | +4.5% |
| 3M | +14.2% | +3.0% | +11.1% | +11.6% |
| 6M | +14.1% | +8.1% | +5.9% | +7.6% |
| YTD | +14.2% | +9.1% | +5.2% | +6.9% |
| 1Y | +24.2% | +12.6% | +11.7% | +13.5% |
| 3Y | +89.8% | +55.4% | +34.4% | +35.5% |
| 5Y | +187.2% | +62.8% | +124.4% | +94.5% |
| All | +499.9% | +247.5% | +252.3% | +97.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VIG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling